Last price paid | 0.56 | |
Change | +3.70% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 30.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -11.03% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.68 |
Underlying price on issue | 473.80 |
Premium | 0.10% |
Premium p.a. | 0.10% |
Leverage | 7.15 |
Implied volatility | 0.16 |
ISIN | CH1338505782 |
Symbol | ZURJ8Z |
Security | 133850578 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 460.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 23.05.2024 |
Premium | 10.49% |
Premium p.a. | 10.46% |
Leverage | 15.87 |
Implied volatility | 16.22% |
Moneyness | out-of-the-money |
Leverage | 7.1514 |
Delta | -0.4506 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | -0.0494 |
Vega | 0.0362 |
Fair value | 0.61 |
Intrinsic value | n.a. |
Break-even | 429.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.90 |
Sika AG | 260.20 |
SONOVA HLDG N | 273.60 |
Lonza Group | 486.70 |
NOVARTIS N | 95.97 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
Swiss Re | 110.95 |
Compagnie Financi... | 142.45 |
ZURICH INSURANCE | 479.20 |
Nestlé SA | 92.90 |